+32.4%
PWR vs IYR
+12.4%
+20.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +3.1% | -14.8% | -11.6% |
| 7D | -4.4% | +6.9% | -11.3% | -4.9% |
| 30D | -15.1% | +10.2% | -25.3% | -16.1% |
| 3M | -16.2% | -0.3% | -15.9% | -15.7% |
| 6M | -23.3% | +3.6% | -27.0% | -25.3% |
| YTD | +37.6% | +12.5% | +25.1% | +27.4% |
| 1Y | +32.4% | +12.4% | +20.0% | +22.5% |
| All | +32.4% | +12.4% | +20.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling